Browsing by Topic Islamic capital markets::Islamic equity market

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  • PhD

  • Risk-return profiles of Shariah compliant equity and commodity portfolio

    • Authors: Kabir, Sarkar Humayun (2013)

  • Since the recent financial crises, increases in contagion and correlation between assets have reduced the possibility of minimizing risk by way of diversification. The investors are therefore, looking for alternative assets such as, commodities, Islamic portfolios, etc. However, despite the very rapid growth of Islamic finance, there has hardly been any rigorous empirical research investigating the risk-return profiles of combining commodity portfolios with Islamic equities and/or with the mainstream equities. This study is aimed at filling this gap in the finance literature ...
  • item.jpg
  • Master

  • The role of gold as a hedge and safe haven in Shariah-compliant equities: a comparative study on emerging and developing markets

    • Authors: Shakil, Mohammad Hassan (2016)

  • The paper evaluates the role of gold as a hedge and safe haven by using daily data ranging from January 1996 to September 2016 for gold and Shariah-compliant equities of developed and emerging market index to bestow the status of a hedge at the time of normal market condition and safe haven asset at the time of financial downturns. We applied wavelet coherence technique to ascertain the best time-frequency for gold as a hedge and MGARCH-DCC to find out the reaction of gold to unfavorable market conditions ...
  • Unveiling_the_diversification_benefits_of_Islamic_equities_and_commodities_mansur.pdf.jpg
  • Journal Article

  • Unveiling the diversification benefits of Islamic equities and commodities: evidence from multivariate-GARCH and continuous wavelet analysis

    • Authors: Prima Sakti, Muhammad Rizky; Mohammed Masih, Abul Mansur; Saiti, Buerhan; Tareq, Mohammad Ali (2018)

  • The purpose of this paper is to examine the extent to which the Indonesian Shariah compliant investors can benefit from the portfolio diversification with the Islamic indices of its trading partners and selected commodities such as gold, crude oil, and cocoa. The findings tend to indicate that investors with exposure in Shariah compliant indices of Indonesia and wanting to gain more diversification benefits should invest either in the USA or India Islamic equity. Instead, the greater benefits will be obtained by Shariah compliant investors if they invest in the USA Islamic indices during long-term investment horizons. If investors want to invest in medium investment horizons, investin...
  • PhD_which_creates_more_value_investors_equity_funds_Choudary Wajahat.pdf.jpg
  • PhD

  • Which creates more value for investors in equity funds: being socially responsible or Shariah compliant?

    • Authors: Naeem Azmi, Choudhary Wajahat (2016)

  • This thesis is structured into three essays. The first essay provides evidence on the comparative risk-return profile and investment style of SCFs and the SRFs. As the long list of literature claims the superiority of these funds during the crisis period, the validity of this claim is also examined using a larger sample and a longer analysis period. The findings of this research can be summarized as follows; first, both types of funds underperform the market suggesting there is cost attached to ethical and religious based investment but SCFs, to some extent, manage to do better than the SRFs. Second, in terms of investment style, SRFs investments are biased towards small capitalized s...

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Browsing by Topic Islamic capital markets::Islamic equity market

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 11 to 14 of 14
  • item.jpg
  • PhD

  • Risk-return profiles of Shariah compliant equity and commodity portfolio

    • Authors: Kabir, Sarkar Humayun (2013)

  • Since the recent financial crises, increases in contagion and correlation between assets have reduced the possibility of minimizing risk by way of diversification. The investors are therefore, looking for alternative assets such as, commodities, Islamic portfolios, etc. However, despite the very rapid growth of Islamic finance, there has hardly been any rigorous empirical research investigating the risk-return profiles of combining commodity portfolios with Islamic equities and/or with the mainstream equities. This study is aimed at filling this gap in the finance literature ...
  • item.jpg
  • Master

  • The role of gold as a hedge and safe haven in Shariah-compliant equities: a comparative study on emerging and developing markets

    • Authors: Shakil, Mohammad Hassan (2016)

  • The paper evaluates the role of gold as a hedge and safe haven by using daily data ranging from January 1996 to September 2016 for gold and Shariah-compliant equities of developed and emerging market index to bestow the status of a hedge at the time of normal market condition and safe haven asset at the time of financial downturns. We applied wavelet coherence technique to ascertain the best time-frequency for gold as a hedge and MGARCH-DCC to find out the reaction of gold to unfavorable market conditions ...
  • Unveiling_the_diversification_benefits_of_Islamic_equities_and_commodities_mansur.pdf.jpg
  • Journal Article

  • Unveiling the diversification benefits of Islamic equities and commodities: evidence from multivariate-GARCH and continuous wavelet analysis

    • Authors: Prima Sakti, Muhammad Rizky; Mohammed Masih, Abul Mansur; Saiti, Buerhan; Tareq, Mohammad Ali (2018)

  • The purpose of this paper is to examine the extent to which the Indonesian Shariah compliant investors can benefit from the portfolio diversification with the Islamic indices of its trading partners and selected commodities such as gold, crude oil, and cocoa. The findings tend to indicate that investors with exposure in Shariah compliant indices of Indonesia and wanting to gain more diversification benefits should invest either in the USA or India Islamic equity. Instead, the greater benefits will be obtained by Shariah compliant investors if they invest in the USA Islamic indices during long-term investment horizons. If investors want to invest in medium investment horizons, investin...
  • PhD_which_creates_more_value_investors_equity_funds_Choudary Wajahat.pdf.jpg
  • PhD

  • Which creates more value for investors in equity funds: being socially responsible or Shariah compliant?

    • Authors: Naeem Azmi, Choudhary Wajahat (2016)

  • This thesis is structured into three essays. The first essay provides evidence on the comparative risk-return profile and investment style of SCFs and the SRFs. As the long list of literature claims the superiority of these funds during the crisis period, the validity of this claim is also examined using a larger sample and a longer analysis period. The findings of this research can be summarized as follows; first, both types of funds underperform the market suggesting there is cost attached to ethical and religious based investment but SCFs, to some extent, manage to do better than the SRFs. Second, in terms of investment style, SRFs investments are biased towards small capitalized s...